We define an optimal class association rule set to be the minimum rule set with the same predictive power of the complete class association rule set. Using this rule set instead o...
We examine methods for constructing regression ensembles based on a linear program (LP). The ensemble regression function consists of linear combinations of base hypotheses generat...
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
—A method is described for selecting the optimal focus measure with respect to gray-level noise from a given set of focus measures in passive autofocusing and depth-from-focus ap...
Today many formalisms exist for specifying complex Markov chains. In contrast, formalisms for specifying rewards, enabling the analysis of long-run average performance properties,...